Important specifications
Format of data:
- All data is in csv (comma separated value) format and zipped for
fast and convenient downloading. The csv format is compatible with Excel
and most major analysis packages.
- Each line in the dataset contains the times, open, high, low, close,
volume for the timeframe (except for index data which does not have a
volume as this is not included in the specs for most indices).
The intraday bars and tick data for stocks and ETFs are
aggregated from trades on the below exchanges:
- XASE (NYSE American - AMEX)
- XNAS (NASDAQ OMX BX)
- XCIS (National Stock Exchange)
- FINRA (FINRA)
- CQS (Consolidated Quote System)
- XISX (International Securities Exchange)
- EDGA (Cboe EDGA)
- EDGX (Cboe EDGX)
- XCHI (Chicago Stock Exchange)
- XNYS (New York Stock Exchange)
- ARCX (NYSE Arca)
- XNGS (Nasdaq)
- CTS (Consolidated Tape System)
- OOTC (OTC Bulletin Board)
- XOTC (OTC Bulletin Board)
- PSGM (OTC Bulletin Board)
- PINX (OTC Bulletin Board)
- OTCB (OTC Bulletin Board)
- OTCQ (OTC Bulletin Board)
- IEXG (IEX)
- XCBO (Chicago Board Options Exchange)
- PHLX (Nasdaq PSX)
- BATY (Cboe BYX)
- BATS (Cboe BZX)
- XBOS (NASDAQ BX Options/ETF)